+386.3%
FCX vs AVAV
+358.8%
+27.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.6% |
| 7D | -2.4% | 0.0% | -2.3% | -2.6% |
| 30D | -18.0% | -9.9% | -8.1% | -16.3% |
| 3M | -14.3% | -34.7% | +20.4% | -6.3% |
| 6M | -1.7% | -26.6% | +24.9% | +2.4% |
| YTD | +19.8% | -48.9% | +68.8% | +32.1% |
| 1Y | +48.6% | -63.0% | +111.7% | +76.8% |
| 3Y | +85.8% | +1.6% | +84.2% | +54.8% |
| 5Y | +72.2% | +34.5% | +37.7% | +22.1% |
| 10Y | +386.3% | +359.3% | +27.0% | +137.5% |
| All | +386.3% | +358.8% | +27.5% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling